| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,745.0 |
2,746.0 |
1.0 |
0.0% |
3,060.0 |
| High |
2,827.0 |
2,755.0 |
-72.0 |
-2.5% |
3,061.0 |
| Low |
2,730.0 |
2,670.0 |
-60.0 |
-2.2% |
2,860.0 |
| Close |
2,789.0 |
2,687.0 |
-102.0 |
-3.7% |
2,877.0 |
| Range |
97.0 |
85.0 |
-12.0 |
-12.4% |
201.0 |
| ATR |
93.2 |
95.0 |
1.8 |
2.0% |
0.0 |
| Volume |
2,617,287 |
1,802,104 |
-815,183 |
-31.1% |
8,765,468 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.0 |
2,908.0 |
2,733.8 |
|
| R3 |
2,874.0 |
2,823.0 |
2,710.4 |
|
| R2 |
2,789.0 |
2,789.0 |
2,702.6 |
|
| R1 |
2,738.0 |
2,738.0 |
2,694.8 |
2,721.0 |
| PP |
2,704.0 |
2,704.0 |
2,704.0 |
2,695.5 |
| S1 |
2,653.0 |
2,653.0 |
2,679.2 |
2,636.0 |
| S2 |
2,619.0 |
2,619.0 |
2,671.4 |
|
| S3 |
2,534.0 |
2,568.0 |
2,663.6 |
|
| S4 |
2,449.0 |
2,483.0 |
2,640.3 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,535.7 |
3,407.3 |
2,987.6 |
|
| R3 |
3,334.7 |
3,206.3 |
2,932.3 |
|
| R2 |
3,133.7 |
3,133.7 |
2,913.9 |
|
| R1 |
3,005.3 |
3,005.3 |
2,895.4 |
2,969.0 |
| PP |
2,932.7 |
2,932.7 |
2,932.7 |
2,914.5 |
| S1 |
2,804.3 |
2,804.3 |
2,858.6 |
2,768.0 |
| S2 |
2,731.7 |
2,731.7 |
2,840.2 |
|
| S3 |
2,530.7 |
2,603.3 |
2,821.7 |
|
| S4 |
2,329.7 |
2,402.3 |
2,766.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,933.0 |
2,670.0 |
263.0 |
9.8% |
96.8 |
3.6% |
6% |
False |
True |
2,225,496 |
| 10 |
3,061.0 |
2,670.0 |
391.0 |
14.6% |
89.5 |
3.3% |
4% |
False |
True |
1,892,871 |
| 20 |
3,067.0 |
2,670.0 |
397.0 |
14.8% |
90.4 |
3.4% |
4% |
False |
True |
1,782,458 |
| 40 |
3,338.0 |
2,670.0 |
668.0 |
24.9% |
84.1 |
3.1% |
3% |
False |
True |
1,510,385 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
31.8% |
78.9 |
2.9% |
2% |
False |
True |
1,047,036 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
31.8% |
71.7 |
2.7% |
2% |
False |
True |
787,483 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
31.8% |
70.9 |
2.6% |
2% |
False |
True |
630,806 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
31.8% |
67.8 |
2.5% |
2% |
False |
True |
526,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,116.3 |
|
2.618 |
2,977.5 |
|
1.618 |
2,892.5 |
|
1.000 |
2,840.0 |
|
0.618 |
2,807.5 |
|
HIGH |
2,755.0 |
|
0.618 |
2,722.5 |
|
0.500 |
2,712.5 |
|
0.382 |
2,702.5 |
|
LOW |
2,670.0 |
|
0.618 |
2,617.5 |
|
1.000 |
2,585.0 |
|
1.618 |
2,532.5 |
|
2.618 |
2,447.5 |
|
4.250 |
2,308.8 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,712.5 |
2,748.5 |
| PP |
2,704.0 |
2,728.0 |
| S1 |
2,695.5 |
2,707.5 |
|